Kieran James Walsh

University of California, Santa Barbara (UCSB) - Department of Economics

Santa Barbara, CA

SCHOLARLY PAPERS

16

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3,615

SSRN CITATIONS
Rank 20,240

SSRN RANKINGS

Top 20,240

in Total Papers Citations

36

CROSSREF CITATIONS

15

Scholarly Papers (16)

1.

The Equity Premium and the One Percent

Review of Financial Studies, Vol. 33, No. 8, pp. 3583-3623, 2020
Number of pages: 65 Posted: 17 Mar 2014 Last Revised: 20 Jul 2020
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 937 (31,765)
Citation 1

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equity premium, heterogeneous risk aversion, return prediction, wealth distribution, international equity markets

2.

Policy Analysis Using DSGE Models: An Introduction

Number of pages: 21 Posted: 17 Oct 2010
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Stanford University and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 849 (36,312)
Citation 2

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DSGE models, Monetary policy

3.

Government Spending and Interest Rates

Darden Business School Working Paper No. 2634141
Number of pages: 52 Posted: 22 Jul 2015 Last Revised: 15 Nov 2021
Daniel Murphy and Kieran James Walsh
University of Virginia - Darden School of Business and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 555 (63,767)
Citation 3

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Interest Rates, Fiscal Policy, Aggregate Demand,

4.

The Double Power Law in Consumption and Implications for Testing Euler Equations

Journal of Political Economy, Vol. 123, No. 5, pp. 1177-1200, 2015
Number of pages: 21 Posted: 02 Sep 2013 Last Revised: 29 Oct 2015
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 414 (90,711)
Citation 17

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5.

Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models

Journal of Applied Econometrics, Vol 32, No 6, pp 1156-1177, 2017
Number of pages: 38 Posted: 13 Sep 2014 Last Revised: 06 Nov 2017
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 242 (161,532)
Citation 1

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consumption-based CAPM, generalized method of moments, heterogeneous-agent model, power law

6.

Edgeworth Box Economies with Multiple Equilibria

Economic Theory Bulletin, April 2017, Volume 5, Issue 1, pp 65-80
Number of pages: 14 Posted: 08 Jun 2016 Last Revised: 29 Mar 2017
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 189 (203,534)
Citation 3

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excess demand functions, multiple equilibria

Saving Constraints, Debt, and the Credit Market Response to Fiscal Stimulus

Number of pages: 42 Posted: 06 Apr 2019 Last Revised: 10 Feb 2020
University of Queensland, University of Virginia - Darden School of Business, University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia
Downloads 83 (378,028)
Citation 5

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interest rates, fiscal stimulus, household debt, inequality

Saving Constraints, Debt, and the Credit Market Response to Fiscal Stimulus

Number of pages: 45 Posted: 04 Mar 2020
University of Queensland, University of Virginia - Darden School of Business, University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia
Downloads 51 (488,894)
Citation 2

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interest rates, fiscal stimulus, household debt, inequality

8.
Downloads 97 (339,939)

A Model of Expenditure Shocks

Darden Business School Working Paper No. 3455745
Number of pages: 37 Posted: 27 Sep 2019 Last Revised: 06 Jan 2020
University of Queensland, University of Virginia - Darden School of Business, University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia
Downloads 80 (386,582)

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Consumption, Expenditure Shocks, Household Debt

A Model of Expenditure Shocks

Number of pages: 47 Posted: 08 Feb 2020
University of Queensland, University of Virginia - Darden School of Business, University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia
Downloads 17 (694,134)

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9.

Inefficient Liquidity Provision

Cowles Foundation Discussion Paper No. 2077, Darden Business School Working Paper No. 2922020
Number of pages: 27 Posted: 22 Feb 2017 Last Revised: 01 Mar 2017
John Geanakoplos and Kieran James Walsh
Yale University and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 85 (369,268)
Citation 3

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Liquidity, Constrained inefficiency, Diamond-Dybvig models, fire sales

10.

A Theory of Portfolio Choice and Partial Default

Darden Business School Working Paper No. 2838962
Number of pages: 40 Posted: 15 Sep 2016 Last Revised: 28 Oct 2018
Kieran James Walsh
University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 57 (457,455)
Citation 3

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Partial Default, Portfolio Choice, Dynamic Programming, Existence of Equilibrium, Small Open Economy, Computation of Equilibrium, International Capital Flows

11.

Uniqueness and Stability of Equilibrium in Economies with Two Goods

Cowles Foundation Discussion Paper No. 2050
Number of pages: 12 Posted: 25 Aug 2016
John Geanakoplos and Kieran James Walsh
Yale University and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 48 (493,251)
Citation 7

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Uniqueness of Equilibrium, Absolute Risk Aversion, Excess Demand Functions, Stability of Equilibrium, Diamond-Dybvig Models

12.

Swatch Group and Francogeddon

Number of pages: 13 Posted: 27 Nov 2018
Kieran James Walsh
University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 3 (779,756)
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exchange rates, macroeconomics, international finance, capital flows

13.

Mexico: Walls or Doors?

Number of pages: 18 Posted: 20 Oct 2018 Last Revised: 10 Nov 2021
Kieran James Walsh
University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 2 (789,143)
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Mexico, NAFTA, trade, economic growth, macroeconomics, international finance

14.

Fragilities and Growth Prospects in the Global Economy

Number of pages: 24 Posted: 21 Oct 2021
Kieran James Walsh and Francis E. Warnock
University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia - Darden Business School
Downloads 1 (800,684)
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global economy, fragilities, growth prospects, BRIC, Fragile Five

15.

Exchange Rate Shocks in the United Kingdom and Switzerland

Number of pages: 1 Posted: 28 Jan 2021
Francis E. Warnock and Kieran James Walsh
University of Virginia - Darden Business School and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 1 (800,684)
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exchange rate shocks, global economy, growth, depreciation, appreciation

16.

Identifying the Next High-Growth Economies

Number of pages: 12 Posted: 17 Dec 2018 Last Revised: 10 Nov 2021
Kieran James Walsh and Anthony Roberts
University of California, Santa Barbara (UCSB) - Department of Economics and University of Virginia - Darden School of Business
Downloads 1 (800,684)
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economic growth, emerging markets, macroeconomics, international finance, BRICs, emerging markets investing